Kalman filtering : theory and practice
著者
書誌事項
Kalman filtering : theory and practice
（Prentice-Hall information and system sciences series）
Prentice-Hall, c1993
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
A thorough exploration of the theory and application of Kalman filtering to real-world situations. *book contains a floppy disk with C++ and MATLAB algorithms. *offers a heuristic treatment of essential material. *includes many often ignored design and implementation techniques. *explores the appropriate numerical methods for reliable implementation. *contains a variety of examples and problems taken from real-world application situations - e.g., modelling of gyros, accelerometers, inertial navigation; freeway traffic model; a harmonic oscillator; radar tracking; Global Positioning System (GPS) aided Inertial Navigation System (INS). *includes companion software to solve large dimension problems in the text.
目次
1. General Information.
2. Linear Dynamic Systems.
3. Random Processes and Stochastic Systems.
4. Linear Optimal Filters and Predictors.
5. Nonlinear Applications.
6. Implementation Methods.
7. Practical Considerations.
Appendix A: Software.
Appendix B: A Matrix Refresher.
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